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XHYF vs. DADS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XHYF vs. DADS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BondBloxx US High Yield Financial & REIT Sector ETF (XHYF) and Digital Asset Debt Strategy ETF (DADS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XHYF achieves a -0.10% return, which is significantly lower than DADS's 14.38% return.


XHYF

1D
0.00%
1M
-0.35%
YTD
-0.10%
6M
0.51%
1Y
4.79%
3Y*
9.29%
5Y*
10Y*

DADS

1D
0.00%
1M
2.96%
YTD
14.38%
6M
9.23%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XHYF vs. DADS - Yearly Performance Comparison


Correlation

The correlation between XHYF and DADS is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 6, 2025

0.42

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Return for Risk

XHYF vs. DADS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XHYF
XHYF Risk / Return Rank: 4545
Overall Rank
XHYF Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
XHYF Sortino Ratio Rank: 5151
Sortino Ratio Rank
XHYF Omega Ratio Rank: 4848
Omega Ratio Rank
XHYF Calmar Ratio Rank: 3535
Calmar Ratio Rank
XHYF Martin Ratio Rank: 4646
Martin Ratio Rank

DADS
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XHYF vs. DADS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BondBloxx US High Yield Financial & REIT Sector ETF (XHYF) and Digital Asset Debt Strategy ETF (DADS). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


XHYFDADSDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.30

Calmar ratioReturn relative to maximum drawdown

1.71

Martin ratioReturn relative to average drawdown

7.44

XHYF vs. DADS - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XHYFDADSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.73

0.00

Drawdowns

XHYF vs. DADS - Drawdown Comparison

The maximum XHYF drawdown since its inception was -12.92%, smaller than the maximum DADS drawdown of -17.07%. Use the drawdown chart below to compare losses from any high point for XHYF and DADS.


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Drawdown Indicators


XHYFDADSDifference

Max Drawdown

Largest peak-to-trough decline

-12.92%

-17.07%

+4.15%

Max Drawdown (1Y)

Largest decline over 1 year

-3.22%

Max Drawdown (3Y)

Largest decline over 3 years

-4.19%

Current Drawdown

Current decline from peak

-0.61%

-2.77%

+2.16%

Average Drawdown

Average peak-to-trough decline

-2.54%

-7.61%

+5.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.74%

Volatility

XHYF vs. DADS - Volatility Comparison


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Volatility by Period


XHYFDADSDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.94%

Volatility (6M)

Calculated over the trailing 6-month period

2.58%

Volatility (1Y)

Calculated over the trailing 1-year period

3.52%

17.54%

-14.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.14%

17.54%

-10.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.14%

17.54%

-10.40%

XHYF vs. DADS - Expense Ratio Comparison

XHYF has a 0.35% expense ratio, which is lower than DADS's 1.04% expense ratio.


Dividends

XHYF vs. DADS - Dividend Comparison

XHYF's dividend yield for the trailing twelve months is around 6.27%, more than DADS's 2.76% yield.


PositionTTM2025202420232022
DADS
Digital Asset Debt Strategy ETF
2.76%1.83%0.00%0.00%0.00%
XHYF
BondBloxx US High Yield Financial & REIT Sector ETF
6.27%6.73%7.11%7.00%5.47%

Frequently Asked Questions


XHYF and DADS have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XHYF is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XHYF is cheaper with a 0.35% expense ratio, compared with 1.04% for DADS.

XHYF has the higher dividend yield at 6.27%, compared with 2.76% for DADS.

They also come from different issuers: BondBloxx and Alphabit. Their fees differ too: 0.35% for XHYF and 1.04% for DADS.

Portfolio Optimizer

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